+736.7%
LITE vs TPG
+92.2%
+644.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.6% |
| 7D | -1.5% | -2.4% | +0.9% | -0.2% |
| 30D | +6.7% | +11.1% | -4.4% | -0.4% |
| 3M | -6.8% | +26.3% | -33.0% | -19.4% |
| 6M | +29.4% | +18.3% | +11.1% | +15.5% |
| YTD | +139.1% | -14.4% | +153.5% | +151.3% |
| 1Y | +521.0% | -6.7% | +527.7% | +515.9% |
| 3Y | +1,535.3% | +111.5% | +1,423.8% | +1,004.9% |
| All | +736.7% | +92.2% | +644.5% | +463.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling